There's not a way as far as I am aware. Been screaming about this with the Helvetica Now typefaces for months
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Install via a third party app such as iFont (personal favorite, the most stable). Yes, SF is obviously a part of iOS, but it's not accessible for whatever reason inside any content-creation app such as Pages or Keynote (probably the team doesn't want people using it in their personal documents because of LiCenSinG iSsUeS), and XD follows this mantra and doesn't incorporate SF into their app (but it's certainly not illegal to do so, Noto, for example incorporates and allows users to choose SF or SF Rounded for their font). Getting SF Pro installed via iFont as it's own font lets you use it in all apps thorough the system